+32.3%
IFF vs VO
+54.6%
-22.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.5% |
| 7D | -2.8% | -2.5% | -0.3% | -0.6% |
| 30D | -1.1% | -3.2% | +2.1% | +1.7% |
| 3M | +13.8% | +3.9% | +9.9% | +10.0% |
| 6M | +16.7% | +9.6% | +7.0% | +7.9% |
| YTD | +26.1% | +11.6% | +14.5% | +14.8% |
| 1Y | +33.5% | +12.6% | +20.9% | +20.5% |
| All | +32.3% | +54.6% | -22.3% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling